+270.3%
ORCL vs AEP
+207.1%
+63.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +8.0% | +2.9% | +5.1% | +7.4% |
| 30D | -4.0% | +3.2% | -7.2% | -4.7% |
| 3M | -19.5% | +3.8% | -23.3% | -20.2% |
| 6M | -33.5% | +2.5% | -36.0% | -34.2% |
| YTD | -34.8% | +15.5% | -50.3% | -37.9% |
| 1Y | -41.6% | +9.6% | -51.2% | -43.6% |
| 3Y | +13.8% | +91.2% | -77.4% | -10.6% |
| 5Y | +43.4% | +88.2% | -44.8% | +11.6% |
| All | +270.3% | +207.1% | +63.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling